+93.1%
FOXA vs PAAS
+117.9%
-24.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -0.6% | +2.0% | -2.6% | -0.7% |
| 30D | +2.3% | -0.1% | +2.4% | +2.2% |
| 3M | -2.8% | +8.2% | -11.1% | -3.7% |
| 6M | +9.6% | -13.8% | +23.4% | +10.3% |
| YTD | -9.9% | -0.6% | -9.3% | -10.7% |
| 1Y | +5.4% | +44.0% | -38.6% | +0.7% |
| 3Y | +115.3% | +246.6% | -131.3% | +83.7% |
| 5Y | +93.1% | +116.1% | -23.0% | +71.5% |
| All | +93.1% | +117.9% | -24.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PAAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling